Title of article :
Noncommutative stochastic integration through decoupling
Author/Authors :
Dirksen، نويسنده , , Sjoerd، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2010
Abstract :
We present an abstract approach to noncommutative stochastic integration in the context of a finite von Neumann algebra equipped with a normal, faithful, tracial state, with respect to processes with tensor or freely independent increments satisfying a stationarity condition, using a decoupling technique. We obtain necessary and sufficient conditions for stochastic integrability of L p -processes with respect to such integrators. We apply the theory to stochastic integration with respect to Boson and free Brownian motion.
Keywords :
Noncommutative probability theory , Decoupling , Stochastic integration , Khintchine inequalities , Noncommutative L p -spaces , Noncommutative Brownian motion
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications